Stochastic Partial Differential Equations, Second Edition:
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Bosa Roca
CRC Press
2014
|
| Ausgabe: | 2nd ed |
| Schlagworte: | |
| Online-Zugang: | TUM01 |
| Zusammenfassung: | Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Gradient-Dependent Noise Nonlinear Parabolic Equations with Lévy-Type Noise Stochastic Parabolic Equations in the Whole Space Introduction Preliminaries Linear and Semilinear Equations Feynman-Kac Formula Positivity of Solutions Correlation Functions of Solutions Stochastic Hyperbolic Equations Introduction Preliminaries Wave Equation with Additive Noise Semilinear Wave Equations Wave Equations in an Unbounded Domain Randomly Perturbed Hyperbolic Systems Stochastic Evolution Equations in Hilbert Spaces Introduction Hilbert Space-Valued Martingales Stochastic Integrals in Hilbert Spaces Itô's Formula Stochastic Evolution EquationsMild Solutions Strong Solutions Stochastic Evolution Equations of the Second Order Asymptotic Behavior of Solutions Introduction Itô's Formula and Lyapunov Functionals Boundedness of Solutions Stability of Null Solution Invariant Measures Small Random Perturbation Problems Large Deviations Problems Further Applications Introduction Stochastic Burgers and Related Equations Random Schrödinger Equation Nonlinear Stochastic Beam Equations Stochastic Stability of Cahn-Hilliard Equation Invariant Measures for Stochastic Navier-Stokes Equations Spatial Population Growth Model in Random Environment HJMM Equation in Finance Diffusion Equations |
| Beschreibung: | 1 online resource (333 pages) |
| ISBN: | 9781466579576 |
Internformat
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| 520 | |a Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Gradient-Dependent Noise Nonlinear Parabolic Equations with Lévy-Type Noise Stochastic Parabolic Equations in the Whole Space Introduction Preliminaries Linear and Semilinear Equations Feynman-Kac Formula Positivity of Solutions Correlation Functions of Solutions Stochastic Hyperbolic Equations Introduction Preliminaries Wave Equation with Additive Noise Semilinear Wave Equations Wave Equations in an Unbounded Domain Randomly Perturbed Hyperbolic Systems Stochastic Evolution Equations in Hilbert Spaces Introduction Hilbert Space-Valued Martingales Stochastic Integrals in Hilbert Spaces Itô's Formula Stochastic Evolution EquationsMild Solutions Strong Solutions Stochastic Evolution Equations of the Second Order Asymptotic Behavior of Solutions Introduction Itô's Formula and Lyapunov Functionals Boundedness of Solutions Stability of Null Solution Invariant Measures Small Random Perturbation Problems Large Deviations Problems Further Applications Introduction Stochastic Burgers and Related Equations Random Schrödinger Equation Nonlinear Stochastic Beam Equations Stochastic Stability of Cahn-Hilliard Equation Invariant Measures for Stochastic Navier-Stokes Equations Spatial Population Growth Model in Random Environment HJMM Equation in Finance Diffusion Equations | ||
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Datensatz im Suchindex
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| author | Chow, Pao Liu 1936- |
| author_GND | (DE-588)172032296 |
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| author_sort | Chow, Pao Liu 1936- |
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| dewey-full | 519.2/2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/2 |
| dewey-search | 519.2/2 |
| dewey-sort | 3519.2 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2nd ed |
| format | Electronic eBook |
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| id | DE-604.BV043606810 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:30:50Z |
| institution | BVB |
| isbn | 9781466579576 |
| language | English |
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| spelling | Chow, Pao Liu 1936- Verfasser (DE-588)172032296 aut Stochastic Partial Differential Equations, Second Edition 2nd ed Bosa Roca CRC Press 2014 © 2014 1 online resource (333 pages) txt rdacontent c rdamedia cr rdacarrier Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Gradient-Dependent Noise Nonlinear Parabolic Equations with Lévy-Type Noise Stochastic Parabolic Equations in the Whole Space Introduction Preliminaries Linear and Semilinear Equations Feynman-Kac Formula Positivity of Solutions Correlation Functions of Solutions Stochastic Hyperbolic Equations Introduction Preliminaries Wave Equation with Additive Noise Semilinear Wave Equations Wave Equations in an Unbounded Domain Randomly Perturbed Hyperbolic Systems Stochastic Evolution Equations in Hilbert Spaces Introduction Hilbert Space-Valued Martingales Stochastic Integrals in Hilbert Spaces Itô's Formula Stochastic Evolution EquationsMild Solutions Strong Solutions Stochastic Evolution Equations of the Second Order Asymptotic Behavior of Solutions Introduction Itô's Formula and Lyapunov Functionals Boundedness of Solutions Stability of Null Solution Invariant Measures Small Random Perturbation Problems Large Deviations Problems Further Applications Introduction Stochastic Burgers and Related Equations Random Schrödinger Equation Nonlinear Stochastic Beam Equations Stochastic Stability of Cahn-Hilliard Equation Invariant Measures for Stochastic Navier-Stokes Equations Spatial Population Growth Model in Random Environment HJMM Equation in Finance Diffusion Equations Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd rswk-swf Stochastische partielle Differentialgleichung (DE-588)4135969-0 s DE-604 Erscheint auch als Druck-Ausgabe 978-1-4665-7955-2 Erscheint auch als Druck-Ausgabe Chow, Pao-Liu Stochastic Partial Differential Equations, Second Edition |
| spellingShingle | Chow, Pao Liu 1936- Stochastic Partial Differential Equations, Second Edition Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| subject_GND | (DE-588)4135969-0 |
| title | Stochastic Partial Differential Equations, Second Edition |
| title_auth | Stochastic Partial Differential Equations, Second Edition |
| title_exact_search | Stochastic Partial Differential Equations, Second Edition |
| title_full | Stochastic Partial Differential Equations, Second Edition |
| title_fullStr | Stochastic Partial Differential Equations, Second Edition |
| title_full_unstemmed | Stochastic Partial Differential Equations, Second Edition |
| title_short | Stochastic Partial Differential Equations, Second Edition |
| title_sort | stochastic partial differential equations second edition |
| topic | Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| topic_facet | Stochastic partial differential equations Stochastische partielle Differentialgleichung |
| work_keys_str_mv | AT chowpaoliu stochasticpartialdifferentialequationssecondedition |